| 商业银行流动性管理研究——基于鲍莫尔-托宾模型 |
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| 引用本文： | 刘跃飞. 商业银行流动性管理研究——基于鲍莫尔-托宾模型[J]. 南方金融, 2011, 0(3) |
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| 作者姓名： | 刘跃飞 |
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| 作者单位： | 四川大学经济学院,四川成都,610045 |
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| 摘 要： | 本文根据鲍莫尔-托宾模型建立商业银行流动性管理模型,并在假定影响商业银行流动性管理有市场利率、预期不确定支付、流动性不足成本、流动性准备过剩和流动性准备不足的时间等因素的基础上,研究了这些因素与商业银行流动性管理水平之间的关系。结合我国商业银行流动性管理过程中出现的管理激励不足等问题,本文提出了加强预期管理、合理运用货币政策、发展资本市场、实现利率市场化、适度放松对商业银行的微观管制等政策建议。
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| 关 键 词： | 商业银行 流动性管理 鲍莫尔-托宾模型 |
Liquidity Management of Commercial Banks:Based on Baumol-Tobin Model |
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| Liu Yuefei. Liquidity Management of Commercial Banks:Based on Baumol-Tobin Model[J]. South China Finance, 2011, 0(3) |
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| Authors: | Liu Yuefei |
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| Affiliation: | Liu Yuefei(School of Economics,Sichuan University,Chengdu,610045 China) |
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| Abstract: | Based on the Baumol-Tobin model,this paper studies the following factors that affect the liquidity management of commercial banks and their relationship,namely market interest rate,expectation of uncertain payment,cost of lack of liquidity,the time of liquidity surplus and shortage.Some policy suggestions concerning enhancing expectation management,rationally application of monetary policy,developing capital market,liberalization of interest rate,moderately loosening control of commercial banks are proposed... |
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| Keywords: | Commercial Bank Liquidity Management Baumol-Tobin Model |
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